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~isPartOf:"Applied economics letters"
~isPartOf:"Financial services review : the journal of individual financial management"
~isPartOf:"Managerial finance"
~isPartOf:"The journal of alternative investments"
~subject:"Volatilität"
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Search: subject_exact:"Indexderivat"
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Volatilität
Index derivative
47
Indexderivat
47
Investment Fund
17
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Portfolio selection
16
Portfolio-Management
16
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14
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Charupat, Narat
1
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1
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Applied economics letters
Financial services review : the journal of individual financial management
Managerial finance
The journal of alternative investments
Econometric Institute research papers
7
The journal of futures markets
7
Energy economics
5
Journal of risk and financial management : JRFM
5
Pacific-Basin finance journal
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of trading
5
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5
Discussion paper / Tinbergen Institute
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International review of economics & finance : IREF
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NBER working paper series
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Theoretical economics letters
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CREATES research paper
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Finance India : the quarterly journal of Indian Institute of Finance
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Finance research letters
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Financial analysts journal : FAJ
2
International Journal of Energy Economics and Policy : IJEEP
2
International journal of economics and finance
2
International journal of emerging markets
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International review of financial analysis
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Journal of commodity markets
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The journal of finance : the journal of the American Finance Association
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46th Annual AREUEA Conference Paper
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ECONIS (ZBW)
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1
Understanding leveraged ETFs' compounding effect
Charupat, Narat
;
Ma, Zhe
;
Miu, Peter
- In:
Managerial finance
49
(
2023
)
1
,
pp. 163-186
Persistent link: https://www.econbiz.de/10013503610
Saved in:
2
Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320
Saved in:
3
The information content of Chinese volatility index for volatility forecasting
Li, Zhe
;
Zhang, Wei-guo
;
Zhang, Yue
- In:
Applied economics letters
28
(
2021
)
5
,
pp. 365-372
Persistent link: https://www.econbiz.de/10012484999
Saved in:
4
Do different time horizons in the volatility of the US stock market significantly affect the China ETF market?
Nie, He
;
Jiang, Yonghong
;
Yang, Baoqing
- In:
Applied economics letters
25
(
2018
)
11
,
pp. 747-751
Persistent link: https://www.econbiz.de/10012129834
Saved in:
5
Risk and uncertainty in style rotation
Krause, Timothy A.
- In:
Financial services review : the journal of individual …
27
(
2018
)
2
,
pp. 189-207
Persistent link: https://www.econbiz.de/10011992584
Saved in:
6
Is a VIX ETP an investment in the VIX?
Clowers, R. Parker
;
Jones, Travis
- In:
Financial services review : the journal of individual …
25
(
2016
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10011533484
Saved in:
7
Bad news bears : effects of expected market volatility on daily tracking error of leveraged bull and bear ETFs
Holzhauer, Hunter Matthew
;
Lu, Xing
;
MacLeod, Robert W.
; …
- In:
Managerial finance
39
(
2013
)
12
,
pp. 1169-1187
Persistent link: https://www.econbiz.de/10010197618
Saved in:
8
Empirical analysis of ETF intraday trading
Li, Mingsheng
;
Klein, Dan
;
Zhao, Xin
- In:
Financial services review : the journal of individual …
21
(
2012
)
2
,
pp. 149-176
Persistent link: https://www.econbiz.de/10009692813
Saved in:
9
The behavior of green exchange-traded funds
Sabbaghi, Omid
- In:
Managerial finance
37
(
2011
)
5
,
pp. 426-441
Persistent link: https://www.econbiz.de/10009230064
Saved in:
10
Exchange-traded funds in bullish and bearish markets
Wong, Karen H. Y.
;
Shum, Wai Cheong
- In:
Applied economics letters
17
(
2010
)
16/18
,
pp. 1615-1624
Persistent link: https://www.econbiz.de/10009232173
Saved in:
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